Anic Equity¶

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Total return since start: 0.659 %¶

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Equity now: -----------------------------> 50691.1 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43324.63 Kr¶

PnL: ---------------------------------------> -377.96 Kr¶

DD now: ---------------------------------> -4.573 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 16:02:09.939781'

Anic Portfolio¶

Today¶

Return: -0.119 %¶

This Week¶

Return: -0.119 %¶

Total portfolio value¶

Return including deposits: 65.95 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Orrön Energy 170 -1.570000 2074.000000 33.150000 1.620000 2040.850000
INVISIO 15 -0.830000 3585.000000 22.500000 0.630000 3562.500000
Hexagon B 26 -0.560000 3433.300000 22.100000 0.650000 3411.200000
Vitec Software Group B 2 -0.620000 1119.000000 18.000000 1.630000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Hexatronic Group 15 2.680000 1079.100000 11.400000 1.070000 1067.700000
HEXPOL B 8 -0.080000 964.000000 8.800000 0.920000 955.200000
Platzer Fastigheter Holding B 12 -0.500000 957.600000 8.400000 0.880000 949.200000
Profoto Holding 7 -1.180000 588.000000 6.000000 1.030000 581.999999
Sagax B 4 -1.550000 888.400000 5.200000 0.590000 883.200000
AcadeMedia 20 -0.530000 979.200000 3.600000 0.370000 975.600000
Hennes & Mauritz B 6 -0.800000 912.960000 3.000000 0.330000 909.960000
Sandvik 4 -1.260000 847.600000 2.000000 0.240000 845.600000
ASSA ABLOY B 4 -1.270000 992.800000 2.000000 0.200000 990.800000
Latour B 4 -2.860000 855.600000 1.600000 0.190000 854.000000
SKF B 5 -1.210000 979.500000 1.500000 0.150000 978.000000
Biotage 1 -7.730000 145.600000 -1.900000 -1.290000 147.500000
Atrium Ljungberg B 5 -0.990000 899.500000 -2.000000 -0.220000 901.500000
Addnode Group B 7 -2.720000 900.900000 -2.100000 -0.230000 903.000000
BioGaia B 8 -2.090000 898.400000 -4.000000 -0.440000 902.400000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Gränges 10 3.520000 1030.000000 -6.000000 -0.580000 1036.000000
EQT 4 -2.390000 864.400000 -6.400000 -0.730000 870.800000
Alimak Group 12 -0.840000 997.200000 -7.200000 -0.720000 1004.400000
BHG Group 109 -5.890000 1411.550000 -7.630000 -0.540000 1419.180000
OX2 12 -3.910000 898.800000 -7.800000 -0.860000 906.600000
Vitrolife 3 -2.200000 667.800000 -9.200000 -1.360000 677.000001
JM 7 -2.770000 935.200000 -12.600000 -1.330000 947.800000
Catena 2 -1.500000 790.000000 -13.600000 -1.690000 803.600000
Byggmax Group 33 -3.160000 949.080000 -15.840000 -1.640000 964.920000
Creaspac SPAC 40 -0.520000 3808.000000 -16.000000 -0.420000 3824.000000
Investor B 3 -2.180000 640.500000 -17.500000 -2.660000 657.999999
Hoist Finance 36 -2.340000 975.600000 -32.400000 -3.210000 1008.000000
VEF 788 -2.320000 1859.680000 -37.820000 -1.990000 1897.504000
Sedana Medical 93 -2.550000 2633.760000 -349.820000 -11.720000 2983.577733
TOTAL 43324.630000 -377.960000 -4.57311% 43702.591732

Updated:¶

'2023-06-19 16:02:27.237347'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶